Stable large deviations for deterministic dynamical systems

Stochastics and Dynamics, vol. 24

Abstract

We obtain large deviations for a class of non-square integrable dependent random variables in the domain of attraction of an [Formula: see text]-stable law, [Formula: see text]. This class includes ergodic sums of observables in the domain of attraction of an [Formula: see text]-stable law driven by Gibbs–Markov maps.

Authors 2

1. Jonny Imbierski Aachen Mathematisch Instituut affiliation of both authors is Mathematisch Instituut

   Leiden University

   Affiliation as printed

   Mathematisch Instituut, University of Leiden, Niels Bohrweg 1, 2333 CA Leiden, The Netherlands

   The affiliation of both authors is Mathematisch Instituut, University of Leiden, Niels Bohrweg 1, 2333 CA Leiden, Netherlands

2. Dalia Terhesiu Aachen Mathematisch Instituut affiliation of both authors is Mathematisch Instituut

   Leiden University

   Affiliation as printed

   Mathematisch Instituut, University of Leiden, Niels Bohrweg 1, 2333 CA Leiden, The Netherlands

   The affiliation of both authors is Mathematisch Instituut, University of Leiden, Niels Bohrweg 1, 2333 CA Leiden, Netherlands